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Asymptotic and bootstrap tests for unit root and threshold cointegration
Seo, Myung Hwan - 2004
Persistent link: https://www.econbiz.de/10003550223
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Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan; Taylor, Robert - 2010
Persistent link: https://www.econbiz.de/10003985793
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One-dimensional inference in autoregressive models with potential presence of a unit root
Mikusheva, Anna - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 1, pp. 173-212
Persistent link: https://www.econbiz.de/10009507943
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Speculative bubbles in agricultural commodity markets
Gutierrez, Luciano - In: European review of agricultural economics : ERAE 40 (2013) 2, pp. 217-238
Persistent link: https://www.econbiz.de/10009734038
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Bootstrap test for seasonal cointegrating ranks
Seong, Byeongchan - In: Applied economics letters 20 (2013) 1/3, pp. 147-151
Persistent link: https://www.econbiz.de/10009700212
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Do real interest rates really contain a unit root? : more evidence from a bootstrap covariate unit root test
Lee, Cheng-feng; Tsong, Ching-chuan - In: Pacific economic review 16 (2011) 5, pp. 616-637
Persistent link: https://www.econbiz.de/10009412764
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To converge or not converge: unit labor cost inflation in the Euro area
Herwartz, Helmut; Siedenburg, Florian - In: Empirical economics : a journal of the Institute for … 44 (2013) 2, pp. 455-467
Persistent link: https://www.econbiz.de/10009724183
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Detrending bootstrap unit root tests
Smeekes, Stephan - In: Econometric reviews 32 (2013) 8, pp. 869-891
Persistent link: https://www.econbiz.de/10009758613
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Multiple testing for output convergence
Deckers, Thomas; Hanck, Christoph - In: Macroeconomic dynamics 18 (2014) 1, pp. 199-214
Persistent link: https://www.econbiz.de/10010356149
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Bootstrap point optimal unit root tests
Wang, Liqiong - In: Journal of time series econometrics 6 (2014) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10010225261